Asymptotic Theory for Rotated Multivariate GARCH Models
Manabu Asai +3 more
openalex +1 more source
On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models. [PDF]
Manzli YS +4 more
europepmc +1 more source
High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]
Kuang W.
europepmc +1 more source
Two forecasting model selection methods based on time series image feature augmentation. [PDF]
Jiang W, Wang Q, Li H.
europepmc +1 more source
Investigating the dynamics and uncertainties in portfolio optimization using the Fourier-Millen transform. [PDF]
Alkhudaydi MH, Alharthi AM.
europepmc +1 more source
A novel hybrid interval prediction framework integrating multiobjective optimization and quantile deep learning for copper price prediction. [PDF]
Wang Y, Du P, Xu Y, Wang J.
europepmc +1 more source
Multiscale neural dynamics in sleep transition volatility across age scales: a multimodal EEG-EMG-EOG analysis of temazepam effects. [PDF]
Sirpal P, Sikora WA, Refai HH.
europepmc +1 more source

